BKLN Options History — March 2019

In March 2019, BKLN traded between $22.49 and $22.81. ATM implied volatility averaged 5.1%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded above realized volatility by 2.0% (HV 20d: 3.1%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 593.48.

Notable Days

  • 2019-03-15: Highest Volume — 63,168 contracts
  • 2019-03-12: Largest IV drop — 62.5% change
  • 2019-03-11: Highest IV Rank — 18.0%
  • 2019-03-28: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.69$22.49$22.81$22.80$22.62
Max Pain$22.95$22.00$23.00$23.00$23.00
ATM IV5.1%2.9%10.0%4.4%4.7%
Expected Move2.7%0.9%10.6%1.3%9.7%
HV 20d3.1%2.7%3.7%3.0%3.7%
HV 60d6.8%5.7%7.3%7.3%5.7%
IV Rank6.1%0.7%18.0%4.3%5.0%
IV Percentile36.0%0.8%90.5%23.4%35.3%
Term Structure-0.1%-1.3%1.1%-1.3%-1.3%
VWIV9.3%4.6%16.2%11.9%4.8%
Skew 25d-2.7%-84.3%3.7%3.7%1.2%
Skew 10d-10.0%-97.1%1.0%-20.9%-36.7%
Call IV 25d7.8%2.5%91.8%3.8%4.7%
Put IV 25d5.1%4.3%7.5%7.5%5.9%
Bid-Ask Spread %82.2014.60136.4083.22135.27
Gamma HHI0.630.470.760.700.65
Net GEX-43.4M-60.9M-29.9M-45.1M-45.1M
Net DEX126.6M79.0M242.8M122.8M143.0M
Net VEX-776.8K-1.2M-596.9K-931.9K-761.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio593.480.051872.3021.531872.30
Total Volume12,07110563,16818,18118,733
Total OI580,227.429529,510631,628529,510631,628

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-03-01$22.80$23.004.4%1.3%3.0%4.3%11.9%3.7%-1.3%-45.1M122.8M-931.9K21.5383.2280717,37421,411508,099
2019-03-04$22.81$23.005.0%1.4%3.0%5.8%15.4%1.4%1.1%-39.4M80.0M-692.2K655.0050.6221,31021,411508,268
2019-03-05$22.81$23.005.2%1.5%3.0%6.4%16.2%1.5%0.5%-43.8M107.0M-847.0K62.4114.60221,37321,411509,390
2019-03-06$22.76$23.007.0%2.0%2.8%10.8%11.7%1.9%0.4%-35.5M79.0M-641.9K1428.5295.832535,71321,423509,674
2019-03-07$22.73$23.008.3%2.4%2.8%13.8%11.0%1.6%0.3%-46.1M113.7M-779.1K99.7926.5514114,07121,423534,039
2019-03-08$22.70$22.009.8%2.8%2.8%17.6%12.3%1.3%0.3%-42.3M109.1M-680.5K103.1131.8414114,53921,539532,121
2019-03-11$22.71$23.0010.0%1.1%2.8%18.0%0.0%1.1%0.2%-52.4M136.3M-868.9K0.0567.60100521,539531,799
2019-03-12$22.77$23.003.7%1.1%2.8%2.7%0.0%1.6%0.4%-47.3M110.2M-735.0K0.2977.481705021,539531,794
2019-03-13$22.80$23.002.9%1.1%2.8%0.7%0.0%1.9%-0.5%-33.3M86.1M-596.9K154.7367.8617026,30421,528531,744
2019-03-14$22.80$23.002.9%1.1%2.7%0.8%0.0%2.0%-0.7%-40.8M101.2M-715.3K15.6663.051702,66321,525557,346
2019-03-15$22.79$23.004.0%1.1%2.8%3.3%0.0%2.5%0.3%-38.9M100.2M-700.8K370.5897.9617062,99821,425559,261
2019-03-18$22.69$23.003.6%1.4%3.1%2.4%0.0%2.0%0.5%-29.9M115.1M-704.2K1548.0059.6657,74020,472578,189
2019-03-19$22.68$23.003.6%1.0%2.9%2.4%0.0%1.8%0.3%-31.7M105.9M-649.4K74.40127.74537220,472581,124
2019-03-20$22.70$23.005.3%1.0%2.9%6.6%4.8%-84.3%0.2%-46.4M242.8M-1.2M1006.40136.4055,03220,472581,149
2019-03-21$22.64$23.004.1%0.9%3.1%3.6%4.6%1.5%-0.8%-35.0M105.1M-607.0K364.1476.5272,54920,472585,009
2019-03-22$22.49$23.005.6%2.2%3.5%7.2%7.7%0.3%1.0%-57.7M169.6M-882.0K1302.4395.5979,11720,474587,075
2019-03-25$22.53$23.004.3%2.2%3.5%4.0%8.0%0.3%-1.0%-44.8M147.6M-737.2K0.0075.7408,72120,474595,117
2019-03-26$22.52$23.004.2%6.2%3.5%3.9%8.3%-0.1%-1.2%-59.8M173.7M-1.0M0.00130.8501,27220,474603,456
2019-03-27$22.56$23.003.9%4.5%3.5%3.0%8.6%0.4%-1.2%-35.0M145.2M-754.9K378.5685.4193,40720,474603,473
2019-03-28$22.54$23.004.7%10.6%3.5%5.0%5.3%0.2%-0.4%-60.9M164.3M-835.2K1818.20126.381018,18220,483604,580
2019-03-29$22.62$23.004.7%9.7%3.7%5.0%4.8%1.2%-1.3%-45.1M143.0M-761.7K1872.30135.271018,72320,483611,145